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Add the pecans to the bowl of a food processor. Pulse until fine crumbs form. Add the almond flour, butter and pulse until the mixture comes together..
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Slowly add in the powdered sweetener, vanilla and salt. Process again until dough forms into a ball. Add milk as needed if the dough does not stick.
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Remove the dough and wrap with plastic wrap. Chill in the fridge for at least 30 minutes.
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Preheat oven to 350 F and line a baking sheet with parchment paper or a silicone mat.
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Roll dough into 2 tablespoon sized dough balls. Place on prepared cookie sheet about 2 inches apart. Repeat until all the dough is used up.
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Bake cookies for 13 - 15 minutes until bottoms are just slightly brown - rotating pans halfway through. Be careful not to over-bake.
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Remove from oven and cool on baking pan for about 2 minutes until you can handle them comfortably with your hands.
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Meanwhile, sift 1/2 cup powdered sweetener into a medium bowl. While cookies are still warm, roll them in powdered sweetener. Place cookies on a cooling rack. Once the cookies have cooled completely, you can roll them in powdered sweetener again for an extra layer, if desired.
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Store cookies in an airtight container for up to 3 days or freeze for up to one month.